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标题: FRA 2 x 8 [打印本页]

作者: ashycal 时间: 2011-7-11 18:42 标题: FRA 2 x 8

2 months to expiration over a total of 8 periods? can someone elaborate thx

作者: burnsy562000 时间: 2011-7-11 18:42

2 X 8 FRA = 180 day(6 month) LIBOR, 60 days (2 months) from now

and the 8 stands for 8 months until the end of the interest rate period (2 + 6 = 8)

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